09.00 | Registration
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09.30 | Opening | | |
09.45 | Aggregating risk capital: lessons learned from Basel II | Paul Embrechts | Department of Mathematics, ETH Zurich, Switzerland |
10.30 | Coffee/tea break
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11.00 | Models for stochastic mortality with parameter uncertainty | Andrew Cairns | Maxwell Institute for Mathematical Sciences, Edinburgh and Department of Actuarial Mathematics and Statistics, Heriot-Watt University, UK |
11.45 | Limit of the human lifetime distribution | Masaaki Sibuya | Professor Emeritus, Keio University, Japan |
12.30 | Lunch
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13.30 | Model based risk assessment and its data needs for improved risk management with applications for food risks | Lutz Edler | Dept.of Biostatistics-C060. German Cancer Research Center, Germany |
14.15 | Estimating risk through data | Richard Jarrett | CSIRO Mathematical and Information Sciences, Australia |
15.00 | Coffee/tea break
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15.30 | When did the Japanese government bond market become efficient? | Koichi Miyazaki | University of Electro-communications Department of Systems Engineering, Japan;Satoshi Nomura |
16.15 | Structured hidden Markov models | Jan Bulla | EMC-Consult, Germany |
17.00 | Poster Session
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| Generation of $t$-distributions on spheres by stereographic projection | Toshihiro Abe | Keio University, Japan;Kunio Shimizu |
| Localization of Breakpoints in HIV Recombinants
| Ingo Bulla | Keio University, Japan |
| Asymptotic theory of estimation in long-memory processes with heavy-tail distribution | Takeshi Kato | Keio University, Japan |
| A characterization of ARMA and Fractional ARIMA models with infinitely divisible innovations
| Muneya Matsui | Keio University, Japan |
| A recent development of optimal partitioning in selective assembly | Shun Matsuura | Keio University, Japan;Nobuo Shinozaki |
| High-resolutional estimation of disease locus on a chromosome | Yuki Sugaya | Keio University, Japan |
| Numerical study on chaotic dynamical systems using unstable periodic orbits | Yoshitaka Saiki | Keio University, Japan |
| Laplace distribution by conditioning scale mixture of normal on a unit sphere | Hai-Yen Siew | Department of Statistical Science, School of Multidisciplinary Sciences, Graduate University for Advanced Studies, Japan |
| The DandD Environment | Daisuke Yokouchi | Keio University, Japan |
18.00 | Welcome party
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09.00 | A latent-state model for time series of animal behaviour | Walter Zucchini | University of G\"ottingen, Germany;David Raubenheimer |
09.45 | Modelling swimmers' speeds over the course of a race | Hideyasu Shimadzu | Keio University, Japan |
10.30 | Coffee/tea break
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11.00 | Risk management in a world of climate change and extremes | Valerie Chavez-Demoulin | Department of Mathematics, ETH Zurich, Switzerland |
11.45 | Periodic autoregressive models for New Zealand hydro catchment inflows: an evaluation of their ability to forecast the risk of persistent low inflows | David Harte | Statistics Research Associates, Ltd, New Zealand;Peter Thomson |
12.30 | Lunch
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13.30 | Arctic cloud detection using multi-angle and hyperspectral satellite images | Bin Yu | Statistics Department, University of California at Berkeley, USA |
14.15 | The textile plot: a key to interaction through data | Natsuhiko Kumasaka | Keio University, Japan |
15.00 | Coffee/tea break
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15.30 | Exploratory statistical software for data analysis | Antony Unwin | Augsburg University, Germany |
16.15 | Interactive glyph analysis with R | Alexander Gribov | Augsburg University, Germany |
19.00 | Workshop dinner
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09.00 | Reducing conservatism of exact small-sample inference for discrete data | Alan Agresti | Department of Statistics, University of Florida, Gainesville, Florida, USA |
09.45 | Several classes of infinitely divisible distributions and examples | Makoto Maejima | Keio University, Japan |
10.30 | Coffee/tea break
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11.00 | Nonparametric estimation of copulas for time series | Pedro Morettin | University of Sao Paulo, Brazil |
11.45 | A primer of Archimedean copulas in high dimensions | Johanna Neslehova | Department of Mathematics, ETH Zurich, Switzerland |
12.30 | Lunch
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13.30 | Measuring the effectiveness of marketing activities and baseline sales from POS data using Bayesian state space models | Tomohiro Ando | Graduate School of Business Administration, Keio University, Japan |
14.15 | An analysis of tax revenue forecast errors | Peter Thomson | Statistics Research Associates Ltd, New Zealand |
15.00 | Closing | | |
15.10 | Coffee/tea
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